+8,434.7%
SHOP vs DXCM
+402.3%
+8,032.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -5.1% | -3.2% | -1.9% | -3.9% |
| 30D | +0.6% | +6.3% | -5.7% | -1.8% |
| 3M | +25.0% | +21.1% | +3.9% | +14.6% |
| 6M | +11.9% | +20.6% | -8.7% | +2.5% |
| YTD | -9.9% | +32.4% | -42.3% | -20.5% |
| 1Y | 0.0% | +8.8% | -8.9% | -6.0% |
| 3Y | +117.5% | -13.7% | +131.2% | +101.6% |
| 5Y | -6.6% | -35.2% | +28.5% | -4.3% |
| 10Y | +3,320.3% | +281.8% | +3,038.5% | +2,040.7% |
| All | +8,434.7% | +402.3% | +8,032.4% | +10,221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling